Market Index | 12/30/ 2011 | 12/28/ 2012 | Week Change | Simple YTD % |
Dow Industrials Avg | 12,217.56 | 12,938.11 | -1.95% | 5.90% |
S&P 500 | 1,257.60 | 1,402.43 | -1.98% | 11.52% |
Fed Funds Rate | 0.04% | 0.17% | 0.01% | 325.00% |
10 yr T-note Yld | 1.88% | 1.70% | -0.06% | -9.57% |
5 yr T-note Yld | 0.83% | 0.71% | -0.05% | -14.46% |
5 yr TIPS - 'Real' Yld | -0.89% | -1.39% | 0.00% | -56.18% |
Implied 5 yr Inflation % | 1.72% | 2.10% | -0.05% | 22.09% |
2 yr T-note Yld | 0.24% | 0.25% | -0.02% | 4.17% |
2-10 Yr Slope | 1.64% | 1.45% | -0.04% | -11.59% |
90 day T-bill Yld | 0.01% | 0.08% | 0.02% | 700.00% |
Gold ($/oz) | $1,566.80 | $1,655.70 | -$1.52 | 5.67% |
WTI Oil ($/brl) | $98.83 | $90.80 | $2.14 | -8.13% |
VIX "Worry Index" | 23.4 | 22.72 | 4.88 | -2.91% |
Credit Spreads | 12/30/ 2011 | 12/28/ 2012 | Week Change | Simple YTD % |
Inv Grade Credit Idx | 4.63% | 3.34% | -0.04% | -27.86% |
High Yield Credit Idx | 8.86% | 6.77% | 0.49% | -23.59% |
Markit CDX No Am Inv Grade | 120 | 95 | 6.74% | -20.83% |
Markit CDX No Am HiVol | 247 | 195 | 3.72% | -21.05% |
High Yield to 10 yr T-Note Spread | 698 | 507 | 12.17% | -27.36% |
Sunday, December 30, 2012
Market Data & Graphs: Week Ending December 28, 2012
Labels:
CDS,
credit spreads,
graphs,
ISDA,
Market data,
treasury yields
Subscribe to:
Posts (Atom)